CME Australian Dollar Future March 2016


Trading Metrics calculated at close of trading on 02-Jul-2015
Day Change Summary
Previous Current
01-Jul-2015 02-Jul-2015 Change Change % Previous Week
Open 0.7545 0.7520 -0.0025 -0.3% 0.7623
High 0.7545 0.7525 -0.0020 -0.3% 0.7639
Low 0.7545 0.7520 -0.0025 -0.3% 0.7552
Close 0.7545 0.7525 -0.0020 -0.3% 0.7552
Range 0.0000 0.0005 0.0005 0.0087
ATR 0.0032 0.0031 0.0000 -1.5% 0.0000
Volume 0 1 1 0
Daily Pivots for day following 02-Jul-2015
Classic Woodie Camarilla DeMark
R4 0.7538 0.7537 0.7528
R3 0.7533 0.7532 0.7526
R2 0.7528 0.7528 0.7526
R1 0.7527 0.7527 0.7525 0.7528
PP 0.7523 0.7523 0.7523 0.7524
S1 0.7522 0.7522 0.7525 0.7523
S2 0.7518 0.7518 0.7524
S3 0.7513 0.7517 0.7524
S4 0.7508 0.7512 0.7522
Weekly Pivots for week ending 26-Jun-2015
Classic Woodie Camarilla DeMark
R4 0.7842 0.7784 0.7600
R3 0.7755 0.7697 0.7576
R2 0.7668 0.7668 0.7568
R1 0.7610 0.7610 0.7560 0.7596
PP 0.7581 0.7581 0.7581 0.7574
S1 0.7523 0.7523 0.7544 0.7509
S2 0.7494 0.7494 0.7536
S3 0.7407 0.7436 0.7528
S4 0.7320 0.7349 0.7504
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7620 0.7520 0.0100 1.3% 0.0005 0.1% 5% False True
10 0.7662 0.7520 0.0142 1.9% 0.0003 0.0% 4% False True
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7546
2.618 0.7538
1.618 0.7533
1.000 0.7530
0.618 0.7528
HIGH 0.7525
0.618 0.7523
0.500 0.7523
0.382 0.7522
LOW 0.7520
0.618 0.7517
1.000 0.7515
1.618 0.7512
2.618 0.7507
4.250 0.7499
Fisher Pivots for day following 02-Jul-2015
Pivot 1 day 3 day
R1 0.7524 0.7570
PP 0.7523 0.7555
S1 0.7523 0.7540

These figures are updated between 7pm and 10pm EST after a trading day.

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